Try to install Windows NT first. If you want to use NTFS for your Windows
NT-partition, keep in mind, that the todays production version of Linux
cannot access NTFS partitions.
An alpha driver that can read NTFS-Partitions is available at
http://www.informatik.hu-berlin.de/~loewis/ntfs.
You may create a separate FAT-Partition for data exchange
or you have to use DOS-formatted floppies.

Another Mini-howto recommends not to use NTs "Disk Administartor"
to create the Linux swap- and root-partitions. It is sufficient to
see the free space there. I also recommend to use linux's fdisk later.

When you come to the Lilo-Section, specify your Linux-root-partition
as your boot device because the Master Boot Record (MBR) of your
harddisk is owned by Windows NT. This means that the root-entry and
the boot-entry in your /etc/lilo.conf have the same value.
If you have a IDE-harddisk and your Linux-partition is the second
partition, your boot-entry in /etc/lilo.conf looks like:

boot=/dev/hda2

If you have two disks and your Linux resides on the first partition
of your second disk, your boot-entry in /etc/lilo.conf looks like:

boot=/dev/hdb1

Run lilo with a kernel that matches your system.
Check the kernel by booting from diskette first if you are not sure.

If you cannot boot Windows NT now, you have a problem.
I hope you have created a repair-disk recently.